-12.3%
IP vs THC
+287.8%
-300.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -3.6% |
| 7D | -5.0% | +5.9% | -10.8% | -6.1% |
| 30D | +6.5% | +10.8% | -4.3% | +4.4% |
| 3M | -18.0% | +9.4% | -27.5% | -19.6% |
| 6M | +10.3% | +53.3% | -42.9% | +1.3% |
| YTD | -9.9% | +44.2% | -54.0% | -16.5% |
| 1Y | -1.1% | +37.3% | -38.4% | -7.8% |
| 3Y | +13.0% | +421.6% | -408.6% | -19.0% |
| 5Y | -12.3% | +279.8% | -292.1% | -35.9% |
| All | -12.3% | +287.8% | -300.1% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded THC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling